CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	1.1024	1.1013	-0.0011	-0.1%	1.0954
High	1.1024	1.1013	-0.0011	-0.1%	1.1020
Low	1.1024	1.0994	-0.0030	-0.3%	1.0905
Close	1.1024	1.0998	-0.0026	-0.2%	1.0967
Range	0.0000	0.0019	0.0019		0.0115
ATR	0.0053	0.0051	-0.0002	-3.1%	0.0000
Volume	0	11	11		372

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1059	1.1047	1.1008
R3	1.1040	1.1028	1.1003
R2	1.1021	1.1021	1.1001
R1	1.1009	1.1009	1.1000	1.1006
PP	1.1002	1.1002	1.1002	1.1000
S1	1.0990	1.0990	1.0996	1.0987
S2	1.0983	1.0983	1.0995
S3	1.0964	1.0971	1.0993
S4	1.0945	1.0952	1.0988

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1309	1.1253	1.1030
R3	1.1194	1.1138	1.0999
R2	1.1079	1.1079	1.0988
R1	1.1023	1.1023	1.0978	1.1051
PP	1.0964	1.0964	1.0964	1.0978
S1	1.0908	1.0908	1.0956	1.0936
S2	1.0849	1.0849	1.0946
S3	1.0734	1.0793	1.0935
S4	1.0619	1.0678	1.0904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1042	1.0944	0.0098	0.9%	0.0047	0.4%	55%	False	False	73
10	1.1042	1.0905	0.0137	1.2%	0.0040	0.4%	68%	False	False	47
20	1.1042	1.0785	0.0257	2.3%	0.0041	0.4%	83%	False	False	61
40	1.1042	1.0721	0.0321	2.9%	0.0046	0.4%	86%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1094
2.618	1.1063
1.618	1.1044
1.000	1.1032
0.618	1.1025
HIGH	1.1013
0.618	1.1006
0.500	1.1004
0.382	1.1001
LOW	1.0994
0.618	1.0982
1.000	1.0975
1.618	1.0963
2.618	1.0944
4.250	1.0913

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	1.1004	1.1006
PP	1.1002	1.1003
S1	1.1000	1.1001

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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